Discretizations for the average impulse control of piecewise deterministic processes
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Publication:5288018
DOI10.2307/3214849zbMath0776.60089OpenAlexW4254618779MaRDI QIDQ5288018
Publication date: 24 November 1993
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214849
Continuous-time Markov processes on general state spaces (60J25) Optimal stochastic control (93E20) Markov and semi-Markov decision processes (90C40) Probabilistic methods, stochastic differential equations (65C99)
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